In Southeast Texas, any type of winter precipitation is unusual, whether it's snow, sleet or freezing rain. It's no wonder that the subtle differences between them cause a lot of confusion about what's actually falling or how these different types of precipitation form.
Between these three types of precipitation, the easiest to understand is snow. High in the atmosphere, tiny ice crystals bump into each other and stick together. This happens many, many times and eventually a snowflake is formed. Temperatures remain below freezing from the time the snowflake is formed until it reaches the ground. It's at this point (at least for us) that the snowflake melts.
There are very subtle differences between sleet and freezing rain, at least initially. Both sleet and freezing rain start out as snowflakes. It's once the snowflakes start to fall through the atmosphere that they differ.
In the case of freezing rain, the falling snow moves into a layer of warm air deep enough for the snow to melt completely and become rain. As it continues to fall, it passes through a thin layer of cold air and cools to below freezing. The key to freezing rain, it that it does not change back to ice. It remains a liquid, but at below freezing temperatures. This is called a "supercooled" droplet. Once it comes into contact with cold ground, it will freeze. When this happens, a thin sheet of ice forms, making roads very dangerous. Usually our roads are warm enough where it will melt, but exposed bridges and overpasses which can be much colder can quickly be covered with a thin sheet of ice.
Sleet starts out as snow, too. It then falls through a warm layer of air, but the warm layer will be thinner than in the case of freezing rain, so it will only partially melt. It then continues through a below freezing layer and partially refreezes. Sleet will often be seen bouncing off surfaces once it reaches the ground, so it looks more like hail than rain or snow.